+157,277.0%
KLAC vs MOS
+155.8%
+157,121.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.4% | +5.9% | +7.0% |
| 7D | +5.7% | +9.5% | -3.8% | +3.3% |
| 30D | -3.6% | +10.4% | -14.0% | -6.3% |
| 3M | -12.8% | +12.9% | -25.7% | -15.9% |
| 6M | +26.1% | +1.2% | +24.8% | +23.8% |
| YTD | +53.3% | +9.3% | +44.0% | +47.0% |
| 1Y | +113.7% | -18.0% | +131.7% | +119.0% |
| 3Y | +274.9% | -29.0% | +303.9% | +289.8% |
| 5Y | +470.1% | -9.6% | +479.7% | +433.0% |
| 10Y | +2,997.0% | +6.1% | +2,990.9% | +2,401.0% |
| All | +157,277.0% | +155.8% | +157,121.2% | +68,542.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MOS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling